+185.4%
ARM vs ENB
+63.5%
+121.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -2.6% |
| 7D | -10.4% | -2.4% | -8.0% | -10.2% |
| 30D | -31.8% | +2.5% | -34.3% | -32.0% |
| 3M | -32.2% | -5.8% | -26.5% | -31.7% |
| 6M | -14.9% | -8.5% | -6.4% | -14.7% |
| YTD | +66.0% | +3.9% | +62.1% | +58.6% |
| 1Y | +17.2% | +3.7% | +13.5% | +12.0% |
| 3Y | +247.2% | +70.1% | +177.2% | +139.0% |
| All | +185.4% | +63.5% | +121.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling